For the purpose of this wiki, script refers to a JavaScript segment or file, possibly containing code indiginous to the GreaseMonkey add-on, that is activated by the GreaseMonkey add-on after a target page or set of pages is loaded on Facebook.com.
That script runs only in that target window and cannot access any outside windows unless it specifically knows the memory handle to that window. In the case of the WM script, it knows the handle to it's child window (or sidekick) so that it can access it for information, and to close it when the main window is closed or refreshes.
This action of using scripts is not generally dangerous, and does not usually expose to the scriptwriter or other parties your information beyond what Facebook passes around already.